The Distribution of the Sample Minimum-Variance Frontier
Year of publication: |
2008
|
---|---|
Authors: | Kan, Raymond ; Smith, Daniel R. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 54.2008, 7, p. 1364-1380
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | minimum-variance frontier | efficiency set constants | finite sample distribution |
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